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separating unfulfilled timeouts for buy and sell

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Nullart
2018-06-14 09:32:52 +08:00
parent 60ade25449
commit 5ed7008933
4 changed files with 26 additions and 10 deletions
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15
freqtrade/freqtradebot.py
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@@ -164,7 +164,7 @@ class FreqtradeBot(object):
if 'unfilledtimeout' in self.config:
# Check and handle any timed out open orders
self.check_handle_timedout(self.config['unfilledtimeout'])
self.check_handle_timedout()
Trade.session.flush()
except TemporaryError as error:
@@ -461,19 +461,22 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
return True
return False
def check_handle_timedout(self, timeoutvalue: int) -> None:
def check_handle_timedout(self) -> None:
"""
Check if any orders are timed out and cancel if neccessary
:param timeoutvalue: Number of minutes until order is considered timed out
:return: None
"""
timeoutthreashold = arrow.utcnow().shift(minutes=-timeoutvalue).datetime
buy_timeout = self.config['unfilledtimeout']['buy']
sell_timeout = self.config['unfilledtimeout']['sell']
buy_timeoutthreashold = arrow.utcnow().shift(minutes=-buy_timeout).datetime
sell_timeoutthreashold = arrow.utcnow().shift(minutes=-sell_timeout).datetime
for trade in Trade.query.filter(Trade.open_order_id.isnot(None)).all():
try:
# FIXME: Somehow the query above returns results
# where the open_order_id is in fact None.
# This is probably because the record got
# This is probably because the record got
# updated via /forcesell in a different thread.
if not trade.open_order_id:
continue
@@ -488,9 +491,9 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
# Check if trade is still actually open
if (int(order['filled']) == 0) and (order['status']=='open'):
if order['side'] == 'buy' and ordertime < timeoutthreashold:
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold:
self.handle_timedout_limit_buy(trade, order)
elif order['side'] == 'sell' and ordertime < timeoutthreashold:
elif order['side'] == 'sell' and ordertime < sell_timeoutthreashold:
self.handle_timedout_limit_sell(trade, order)
# FIX: 20180110, why is cancel.order unconditionally here, whereas